Related papers: Uniqueness for Volterra-type stochastic integral e…
We develop the approach to the problem of integrable discretization based on the notion of $r$--matrix hierarchies. One of its basic features is the coincidence of Lax matrices of discretized systems with the Lax matrices of the underlying…
This paper describes a novel numerical approach to find the statistics of the non-stationary response of scalar non-linear systems excited by L\'evy white noises. The proposed numerical procedure relies on the introduction of an integral…
This paper focuses on the study of integro-differential equations with delays, presenting a novel perturbation approach. The primary objective is to introduce the concepts of classical and mild solutions for these equations and establish…
Semilinear stochastic evolution equations with L\'evy noise and monotone nonlinear drift are considered. The existence and uniqueness of the mild solutions in $L^p$ for these equations is proved and a sufficient condition for exponential…
We investigate the monotonicity method for fractional semilinear elliptic equations with power type nonlinearities. We prove that if-and-only-if monotonicity relations between coefficients and the derivative of the Dirichlet-to-Neumann map…
We establish pathwise continuity properties of solutions to a stochastic Volterra equation with an additive noise term given by a local martingale. The deterministic part is governed by an operator with an $H^\infty$-calculus and a scalar…
A M\"untz spectral collocation method is implemented for solving weakly singular Volterra integro-differential equations (VDIEs) with proportional delays. After constructing the numerical scheme to seek an approximate solution, we derive…
In this article we study the existence and uniqueness of solutions of stochastic continuity equation with irregular coefficients.
The aim of the present paper is to introduce a new numerical method for solving nonlinear Volterra integro-differential equations involving delay. We apply trapezium rule to the integral involved in the equation. Further, Daftardar-Gejji…
The aim of this paper is to provide a comprehensive analysis of the path-dependent Stochastic Volterra Integral Equations (SVIEs), in which both the drift and the diffusion coefficients are allowed to depend on the whole trajectory of the…
The existence and uniqueness in fractional Sobolev spaces of the Cauchy problem to a stochastic parabolic integro-differential equation is investigated. A model problem with coefficients independent of space variable is considered. The…
We provide a general approach to Lipschitz regularity of solutions for a large class of vector-valued, nonautonomous variational problems exhibiting nonuniform ellipticity. The functionals considered here range amongst those with unbalanced…
These Notes are intended for graduate or undergraduate students who have familiarity with Lebesgue measure theory, partial differential equations, and functional analysis. The main topics covered in this work are the study of the Cauchy…
We have analyzed the interplay between noise and periodic modulations in a classical Lotka-Volterra model of two-species competition. We have found that the consideration of noise changes drastically the behavior of the system and leads to…
Based on a regularized Volterra equation, two different approaches for numerical differentiation are considered. The first approach consists of solving a regularized Volterra equation while the second approach is based on solving a…
We construct a family of singular solutions to some nonlinear partial differential equations which have resonances in the sense of a paper due to T. Kobayashi. The leading term of a solution in our family contains a logarithm, possibly…
Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…
The exact and approximate solutions of singular integro-differential equations relating to the problems of interaction of an elastic thin finite or infinite non-homogeneous patch with a plate are considered, provided that the materials of…
Stochastic fractionally dissipative quasi-geostrophic type equation on $R^d$ with a multiplicative Gaussian noise is considered. We prove the existence of a martingale solution. In the 2D sub-critical case we prove also the pathwise…
We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…